There is a question on the health in pregnancy grant form which says 'Are you subject to immigration control'?
If you answered yes and they still gave you the grant then tick the box, because you should be able to claim it you are a family member of someone from a European Economic Area.(as someone has just been granted the grant in the other post)
If you answered no, then it is your mistake. You should call them and maybe pay it back if possible.
but you shouldn't lie

, if you tell a lie, then you could wave your visa goodbye
I know some people didnt tick the box , because the receiving and received part of the question..
i think what ever you do or dont tick you should be fine